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Chapter 6

A balanced panel data on n individuals in T years has...observations
N
T
N+T
NT
The entity-mean is a mean of...observations
N
T
N+T
NT
A model with fixed individual effects and KX-variables has...parameters
N
K
N+K
K+1
The entity-demeaned model with KX-variables has...parameters
N
K
N+K
K+1
The pooling model with KX-variables has...parameters
N
K
N+K
K+1
A model with fixed individual effects can be written as...submodels
N
T
N-1
T-1
A model with fixed time effects can be written as...submodels
N
T
N-1
T-1
Consider a fixed individual effects model with n=11, T=12 and K=1. Assume that ß1=10, Yi=100 and Xi=5. Then αi is
10
30
50
70
Consider a fixed individual effects model with n=11, T=12 and K=1. Assume that ß1=30, Yi=100 and Xi=5. The slope in the i-th submodel is
10
30
50
70
The fixed individual effect can be tested using
Normal test
T-test
F-test
χ^2-test
Consider a fixed individual effects model with n=11, T=12 and K=1. Assume that ß1=10, Yi=100 and Xi=5. Assume now RSS_R=120 & RSS_UR=40. Then F is
48
40
32
24
Let n=11, T=13, K=2, RSS_R=120, RSS_UR=40. F for the ind. Effect is
13
26
39
42
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